Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 2.49% | 0.39 CHF | 0.40 CHF | 150,000 | 150,000 | 130,517 | 130,517 | 51,787 CHF | 53,092 CHF | 98.99% | 98.99% |
12/07/2024 | 2.70% | 0.40 CHF | 0.41 CHF | 125,000 | 125,000 | 146,771 | 146,771 | 53,700 CHF | 55,168 CHF | 98.83% | 98.83% |
11/07/2024 | 2.27% | 0.39 CHF | 0.40 CHF | 125,000 | 125,000 | 125,528 | 125,528 | 54,770 CHF | 56,025 CHF | 97.98% | 97.98% |
10/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 125,000 | 125,000 | 115,938 | 115,938 | 48,464 CHF | 49,623 CHF | 14.11% | 14.11% |
09/07/2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |